+43.1%
COF vs GWRE
+15.1%
+28.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -5.1% | -13.2% | +8.1% | -2.2% |
| 30D | -6.0% | -18.6% | +12.6% | -2.7% |
| 3M | +14.8% | +18.9% | -4.1% | +7.9% |
| 6M | +15.3% | -11.0% | +26.3% | +14.7% |
| YTD | -13.0% | -29.9% | +16.8% | -8.2% |
| 1Y | -5.7% | -44.3% | +38.6% | +6.4% |
| 3Y | +118.1% | +51.7% | +66.5% | +64.7% |
| All | +43.1% | +15.1% | +28.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling